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Re: Messy Bars construction
[Re: byakuren81]
#468378
10/02/17 15:58
10/02/17 15:58
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Joined: Feb 2017
Posts: 1,731 Chicago
AndrewAMD
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Serious User
Joined: Feb 2017
Posts: 1,731
Chicago
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For example on EURUSD when selecting BarPeriod=240, sometimes the 4H Bar will take into account for instance the minute Bars from 00:01 to 4:00, sometimes the ones from 00:00 to 3:59, sometimes from 00:01 to 3:59, Do you have a repeatable means to demonstrate this behavior? By the way, this is how historical data is normally stored:
typedef struct T6
{
DATE time;
float fHigh, fLow;
float fOpen, fClose;
float fVal, fVol; // optional data, like spread and volume
} T6; // 6-stream tick, .t6 file content
The DATE format is a double value, where a full day is equal to 1.0. How an actual date is converted into a double value depends on both your broker plugin and what the broker itself provides the plugin. The precision is about 2 microseconds. 1 day = 1.0. 2 microseconds = 2 / (24 hr * 60 min * 60 sec * 1,000,000 micro) = 2.31e-11 Bars have nothing to do with it.
Last edited by AndrewAMD; 10/02/17 19:08. Reason: micro not milli
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Re: Messy Bars construction
[Re: byakuren81]
#468387
10/02/17 19:17
10/02/17 19:17
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Joined: Feb 2017
Posts: 1,731 Chicago
AndrewAMD
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Serious User
Joined: Feb 2017
Posts: 1,731
Chicago
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By the way fyi one second is 1e6 microseconds and not 1e3, this is milliseconds... Fixed, thanks.
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